An extension of the Metropolis algorithm

Communications in Statistics - Theory and Methods

Volumn 34, Issue 3, 2005, Pages 585-596

  Wu, Samuel S ^a   Wells, Martin T ^b  

^a University of Florida   (United States)

^b Cornell University ^*  (United States)

Author keywords

Acceleration; Markov chain Monte Carlo; Metropolis algorithm; Rate of convergence; Risk domination; Variance reduction

Indexed keywords

METROPOLIS ALGORITHMS; RATE OF CONVERGENCE; RISK DOMINATION; VARIANCE REDUCTION;

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; MARKOV PROCESSES; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; MONTE CARLO METHODS;

ALGORITHMS;

EID: 17044409780     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1081/STA-200052116     Document Type: Article

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